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Exclusive: Castro brothers talk to CNN

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Police have released Pedro and Onil Castro, saying they had done nothing wrong

The brothers of Ariel Castro are hiding in an undisclosed location

Onil Castro says he "would never even think of something like that"

"If I knew, I would have reported it, brother or no brother," Pedro Castro says

When Ariel Castro was arrested last week on charges of kidnapping and raping three women for more than a decade in his Cleveland home, police also detained his two brothers, showing their mugshots to the world.

Police released Pedro and Onil Castro a few days later, saying neither man had anything to do with the alleged abductions and torture of Amanda Berry, Gina DeJesus and Michelle Knight.

The men, both in their 50s, are now in hiding in an undisclosed location, as are other family members, including their 71-year-old mother. The brothers say their homes have had rocks thrown through the windows -- one of them was broken into -- and they have been receiving death threats online.

In an exclusive interview with CNN, which took place outside Cleveland, the Castro brothers say they are grateful the three girls are finally free and safe, but they are haunted by missing clues and hunted by the media.

Who is Ariel Castro?

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"And the people out there that know me, they know that Onil Castro is not that person and has nothing to do with that. Would never even think of something like that," he says, referring to the allegations against his brother, Ariel.

"I was a very liked person, individual. I've never had any enemies. No reason for anybody to think that I would ever do something like that. It's a shock to all my friends. They couldn't believe it," Onil Castro says.

"Same," says Pedro Castro. "I couldn't never think of doing anything like that. If I knew that my brother was doing this ... I would not be, not -- in a minute, I would call the cops because that ain't right.

"But yeah, it's going to haunt me down because people going to think, yeah, Pedro got something to do with this and Pedro don't have nothing to do with this. If I knew, I would have reported it, brother or no brother."

In more of the exclusive interview to be broadcast Monday, the brothers reveal many more details, including the one strange rule they say Ariel Castro demanded they follow when inside his home.